xenForo does things a bit differently, and smarter/better if you ask me.

Private Messages, or PMs, on other boards are split apart, so you have your "Inbox" and your "Sent" folders. Every message is separate, and you have to "quote" the last response if you want to reference something they said, etc.

xenForo's Conversations function is threaded. This means that your exchange with a person (or group of people) has the same look, feel, and function as a thread. In fact, it actually is a thread, one that is only visible by those participating in it. You can do everything you can do in a thread - post links, pictures, videos, quote from posts in the public forum, etc.

You can also add people to the Conversation, and if you initiated the Conversation, you can allow others to invite people to the Conversation.

No more going back and forth from Inbox to Sent looking for messages you sent on one particular person - which is especially useful on mobile devices using Tapatalk.

You can find your Conversations by clicking the Inbox link next to your username on the menu bar at the upper right corner of the page.